New York Econometrics Camp
Saratoga Springs, February 4-5, 2006
Saturday, February 4, 2006
8:50-9:00 a.m. Welcoming Remarks, Tom Kniesner, (Syracuse University)
Opening Session: Tom Kniesner, Chair
1. "GMM Redundancy Results for General Missing Data Problems," Peter Schmidt (Michigan State University) (presenter) and Artem Prokhorov (MSU).
2. "Simulation Based Estimation of Discrete Choice Models." William Greene (NYU-Stern).
10:20-11:00 a.m.: break.
Session II (11-12:30): Jushan Bai, Chair
3. "An Improved Nonparametric Entropy Measure of Serial Dependence," Yongmiao Hong, (Cornell University, presenter) and Wenjie Zhang, (Cornell University.)
4. "Modeling and Testing for Structural Breaks in Panels with Common and Idiosyncratic Stochastic Trends," Chihwa Kao, Syracuse University (co-authored with Lorenzo Trapani and Giovanni Urga.)
5. "Incidental Trends and the Power of Panel Unit Root Tests," Benoit Perron (with Roger Moon and Peter C.B. Phillips).
12:30-2:00 p.m.: Lunch
Session III (2-3:30) Peter Schmidt, Chair
6. "Estimation of Time-Varying Technical Efficiency for Highly-Mobile Production Technologies," William C. Horrace (presenter) Syracuse University and NBER, Kurt E. Schnier, (University of Rhode Island).
"Estimation of Hedonic Price Functions with Incomplete Information," by Subal C. Kumbhakar and Christopher F. Parmeter (SUNY-Binghamton U Econ) (Chris is a grad student and he will present).
"A Fully Nonparametric Stochastic Frontier Model for Panel Data," by Daniel J. Henderson (Binghamton University, presenter) with Leopold Simar (Universite Catholique de Louvain).
3:30-4:00 p.m.: break.
Session IV (4:00-5:30p.m.): William Greene, Chair
9. "Minimum Distance Estimation of Randomly Censored Regression Models with Endogeneity," Shakeeb Khan (University of Rochester, presenter) and co-author Elie Tamer (Northwestern University).
10. "Nonparametric Estimation of Conditional CDF and Quantile Functions with Mixed Categorical and Continuous Data," Jeff Racine (McMaster University, presenter) and Qi Li (Texas A&M Econ).
11. "Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects," Jan Ondrich (Syracuse University, presenter).
Sunday, February 5, 2006
Session V (9a.m.-10:30a.m.): Yongmiao Hong, Chair
12. "Testing Three-Moment Based Asset Pricing Models: an Exact non-Gaussian Multivariate Regression Approach," Lynda Khalaf (co-authored with Marie-Claude Beaulieu and Jean-Marie Dufour).
13. "Evolution of Forecast Disagreement and Uncertainty in a Heterogeneous Agents Model: A Bayesian Approach," Kajal Lahiri (SUNY-Albany) (with Xuguang Sheng).
14. "Asymptotic Properties for a Class of Partially Identified Models," Francesca Molinari, (Cornell University, presenter) and Arie Beresteanu (Duke University).
10:30-11:00 a.m.: break.
Session VI (11a.m.-12:30p.m.): Badi H. Baltagi, Chair
15. "Panel Data Models With Interactive Fixed Effects," Jushan Bai, (New York University)
16. "Optimal Testing for Markov Switching Models," Werner Ploeberger, (University of Rochester.)
17. "Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis," Ed Vytlacil, (Columbia University).